Global solutions to folded concave penalized nonconvex learning
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Publication:282459
DOI10.1214/15-AOS1380zbMath1337.62163arXiv1603.07531WikidataQ40816528 ScholiaQ40816528MaRDI QIDQ282459
Tao Yao, Hongcheng Liu, Run-Ze Li
Publication date: 12 May 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1603.07531
global optimization; nonconvex quadratic programming; sparse recovery; MCP; SCAD; folded concave penalties; high-dimensional statistical learning
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